+12,001.8%
WAT vs WAB
+6,801.5%
+5,200.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.5% |
| 7D | -1.1% | +1.4% | -2.5% | -1.5% |
| 30D | +5.0% | +0.4% | +4.5% | +4.8% |
| 3M | +14.5% | -3.8% | +18.3% | +15.6% |
| 6M | +30.9% | +5.1% | +25.8% | +28.8% |
| YTD | +20.5% | +33.3% | -12.8% | +11.2% |
| 1Y | +23.3% | +39.8% | -16.5% | +12.4% |
| 3Y | +81.5% | +161.1% | -79.6% | +40.4% |
| 5Y | +33.4% | +209.5% | -176.1% | -1.5% |
| 10Y | +231.5% | +293.8% | -62.3% | +118.5% |
| All | +12,001.8% | +6,801.5% | +5,200.3% | +5,194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling